ALL PROJECTS06 / 18
2026·QUANT
Strat Backtester
Pluggable options backtesting engine for NSE index derivatives (NIFTY, BANKNIFTY) built on a month of tick data. Ships a Streamlit dashboard, PDF tearsheet export, and a full risk-metrics suite — Sharpe with bootstrap confidence intervals, VaR/CVaR, drawdown analysis, and more — with strategies plugging into a common BaseStrategy interface.
- YEAR
- 2026
- DOMAIN
- QUANT
- STACK
- PythonStreamlitPandasQuantitative FinanceBacktesting
- ACTIVITY
- 8 COMMITS · JUL 2026